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Search: subject:"wavelet coherency"
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Wavelet coherency
34
State space model
28
Zustandsraummodell
28
wavelet coherency
20
Time series analysis
14
Zeitreihenanalyse
14
Estimation
10
Oil price
10
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10
Ölpreis
10
Aktienmarkt
8
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8
Yield curve
8
Börsenkurs
7
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7
Theorie
7
Theory
7
Welt
7
World
7
Continuous wavelet transform
6
Monetary policy
6
Wavelets
6
Emerging economies
5
Exchange rate
5
Phase-difference
5
Schwellenländer
5
Wavelet Coherency
5
Wechselkurs
5
Zinsstruktur
5
Business cycles
4
Capital income
4
Co-movement
4
Kalman filter
4
Kapitaleinkommen
4
Macro-finance
4
continuous wavelet transform
4
cross wavelets
4
Africa
3
Afrika
3
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3
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Undetermined
30
Free
22
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Article
49
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14
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39
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39
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1
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1
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47
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16
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Soares, Maria Joana
14
Tiwari, Aviral Kumar
14
Aguiar-Conraria, Luís
10
Bhanja, Niyati
5
Dar, Arif Billah
4
Aguiar, Luís Francisco
3
Dewandaru, Ginanjar
3
Hammoudeh, Shawkat
3
Kumah, Seyram Pearl
3
Martins, Manuel M. F.
3
Masih, Mansur
3
Aguiar-Conraria, Luís Francisco
2
Amanamah, Richmell Baaba
2
Arouri, Mohamed
2
Azevedo, Nuno
2
Chang, Chun Ping
2
Cuñado Eizaguirre, Juncal
2
Dai, Xingyu
2
Gupta, Rangan
2
Hkiri, Besma
2
Islam, Faridul
2
Meng, Xiangcai
2
Mensah, Jones Odei
2
Ojo, Mustapha Olalekan
2
Wang, Qunwei
2
Yılmaz, Erdal
2
Zhang, Dongna
2
Özmen, M. Utku
2
Aladwani, Jassim
1
Alagidede, Paul
1
Alaoui, AbdelKader
1
Alaoui, Abdelkader
1
Alhabshi, Syed Othman
1
Alhashim, Mohammed
1
Aloui, Chaker
1
Amar, Amine Ben
1
Bacha, Obiyathulla
1
Balcilar, Mehmet
1
Barna, F.
1
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Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Faculdade de Economia, Universidade do Porto
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
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Economic modelling
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International journal of finance & economics : IJFE
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Journal of Economic Dynamics and Control
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Journal of economic dynamics & control
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Physica A: Statistical Mechanics and its Applications
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Review of financial economics : RFE
1
Romanian journal of economic forecasting
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Structural change and economic dynamics : SC+ED
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The empirical economics letters : a monthly international journal of economics
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The energy journal
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The journal of real estate finance and economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
40
RePEc
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EconStor
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subject:"wavelet coherence"
(262 results)
31
Stock returns and Inflation in Pakistan
Arouri, Mohamed
;
Tiwari, Aviral Kumar
;
Dar, Arif Billah
; …
-
Institut de Préparation à l'Administration et à la …
-
2014
tools of
wavelet
coherency
and wavelet phase angle in the continuous wavelet transform framework, however, explore …
Persistent link: https://www.econbiz.de/10010754815
Saved in:
32
Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
Mokhtar, Maznita
;
Masih, Mansur
-
Volkswirtschaftliche Fakultät, …
-
2014
Although real estate is believed to be the steady element of a portfolio, volatilities during the global financial crisis has thrown off its “defensive stock” status in terms of optimizing portfolio benefit. Evidence from past research have revealed the same for the Real Estate Investment...
Persistent link: https://www.econbiz.de/10011109252
Saved in:
33
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices
Dewandaru, Ginanjar
;
Alaoui, AbdelKader
;
Bacha, Obiyathulla
-
Volkswirtschaftliche Fakultät, …
-
2014
Our study measures co-movements in Islamic and conventional equity markets, to discover contagion and to measure integration level. We apply wavelet decomposition to unveil the multi-horizon nature of co-movement. We find that the subprime crisis generates fundamental-based contagion for both...
Persistent link: https://www.econbiz.de/10011113785
Saved in:
34
Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis
Masih, Mansur
;
Majid, Hamdan Abdul
-
Volkswirtschaftliche Fakultät, …
-
2013
continuous
wavelet
coherency
methodology to find the correlation analysis between stock market indices of Malaysia, Thailand … correlations on the frequency-time scale domain using continuous
wavelet
coherency
is appealing and can be an important tool in …
Persistent link: https://www.econbiz.de/10011109085
Saved in:
35
Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis
Dewandaru, Ginanjar
;
Alaoui, Abdelkader
;
Masih, A. Mansur M.
-
Volkswirtschaftliche Fakultät, …
-
2013
Co-movements in equity markets may reflect either financial contagion or stock market integration. While the former tends to demonstrate financial stability and resiliency, the latter has played an important role for stock market development. This paper attempts to investigate the co-movements,...
Persistent link: https://www.econbiz.de/10011110107
Saved in:
36
Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
Bhanja, Niyati
;
Dar, Arif Billah
;
Tiwari, Aviral Kumar
; …
- In:
Central European Journal of Economic Modelling and …
4
(
2012
)
3
,
pp. 199-213
-wavelet power spectrum and cross-
wavelet
coherency
to unravel time and frequency dependent relationships between stock prices and …
Persistent link: https://www.econbiz.de/10010631241
Saved in:
37
Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets
Tiwari, Aviral Kumar
-
Volkswirtschaftliche Fakultät, …
-
2012
The study analyzed Granger-causality between interest rate (IR) and share prices (SP) for the India by using monthly data covering the period of 1990M1 to 2009M3. The time-frequency relationship between IR and SP was decomposed through continuous wavelet approach for the first time in the study....
Persistent link: https://www.econbiz.de/10011110572
Saved in:
38
Should Africa's emerging markets still be considered as a separate asset class?
Boako, Gideon
;
Alagidede, Paul
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 61-66
Persistent link: https://www.econbiz.de/10011703834
Saved in:
39
Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong
;
Nie, He
;
Monginsidi, Joe Yohanes
- In:
Economic modelling
64
(
2017
),
pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
Saved in:
40
Co-movement of exchange rates with interest rate differential, risk premium and FED policy in "fragile economies"
Özmen, M. Utku
;
Yılmaz, Erdal
- In:
Emerging markets review
33
(
2017
),
pp. 173-188
Persistent link: https://www.econbiz.de/10011803341
Saved in:
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